| On the time value of ruin HU Gerber, ESW Shiu North American Actuarial Journal 2 (1), 48-72, 1998 | 1152 | 1998 |
| TSA94V46 HU Gerber | 1095 | 1994 |
| Optimal dividends: analysis with Brownian motion HU Gerber, ESW Shiu North American Actuarial Journal 8 (1), 1-20, 2004 | 377 | 2004 |
| The time value of ruin in a Sparre Andersen model HU Gerber, ESW Shiu North American Actuarial Journal 9 (2), 49-69, 2005 | 350 | 2005 |
| The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin HU Gerber, ESW Shiu Insurance: Mathematics and Economics 21 (2), 129-137, 1997 | 345 | 1997 |
| Financial Economics: With Applications to Investments, Insurance, and Pensions HH Panjer, D Dufresne, HU Gerber, HH Mueller, HW Pedersen, SR Pliska, ... Actuarial Foundation, 1998 | 335 | 1998 |
| On optimal dividend strategies in the compound Poisson model HU Gerber, ESW Shiu North American Actuarial Journal 10 (2), 76-93, 2006 | 320 | 2006 |
| Actuarial bridges to dynamic hedging and option pricing HU Gerber, ESW Shiu Insurance: Mathematics and Economics 18 (3), 183-218, 1996 | 256 | 1996 |
| Optimal dividends in the dual model B Avanzi, HU Gerber, ESW Shiu Insurance: Mathematics and Economics 41 (1), 111-123, 2007 | 232 | 2007 |
| Risk theory with the gamma process F Dufresne, HU Gerber, ESW Shiu ASTIN Bulletin: The Journal of the IAA 21 (2), 177-192, 1991 | 221 | 1991 |
| The probability of eventual ruin in the compound binomial model ESW Shiu ASTIN Bulletin: The Journal of the IAA 19 (2), 179-190, 1989 | 204 | 1989 |
| Discounted probabilities and ruin theory in the compound binomial model S Cheng, HU Gerber, ESW Shiu Insurance: Mathematics and Economics 26 (2-3), 239-250, 2000 | 162 | 2000 |
| Martingale approach to pricing perpetual American options HU Gerber, ESW Shiu ASTIN Bulletin: The Journal of the IAA 24 (2), 195-220, 1994 | 150 | 1994 |
| Martingale approach to pricing perpetual American options on two stocks HU Gerber, HSW Shiu Mathematical finance 6 (3), 303-322, 1996 | 118 | 1996 |
| On optimal dividends: From reflection to refraction HU Gerber, ESW Shiu Journal of Computational and Applied Mathematics 186 (1), 4-22, 2006 | 108 | 2006 |
| The optimal dividend barrier in the Gamma–Omega model H Albrecher, HU Gerber, ESW Shiu European Actuarial Journal 1, 43-55, 2011 | 102 | 2011 |
| From ruin theory to pricing reset guarantees and perpetual put options HU Gerber, ESW Shiu Insurance: Mathematics and Economics 24 (1-2), 3-14, 1999 | 88 | 1999 |
| Pricing perpetual options for jump processes HU Gerber, ESW Shiu North American Actuarial Journal 2 (3), 101-107, 1998 | 85 | 1998 |
| Pricing lookback options and dynamic guarantees HU Gerber, ESW Shiu North American Actuarial Journal 7 (1), 48-66, 2003 | 84 | 2003 |
| Maximizing dividends without bankruptcy HU Gerber, ESW Shiu, N Smith ASTIN Bulletin: The Journal of the IAA 36 (1), 5-23, 2006 | 74 | 2006 |
Hans-Ulrich GerberDepartment of Actuarial Science, Faculty of Business and Economics (HEC), University of LausanneVerified email at unil.ch
